+237.5%
EQIX vs IDXX
+7,816.9%
-7,579.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +0.2% | -5.7% | +5.9% | +2.2% |
| 30D | -2.5% | -11.5% | +9.1% | +1.4% |
| 3M | 0.0% | -9.5% | +9.5% | +2.7% |
| 6M | +7.6% | -16.0% | +23.6% | +12.9% |
| YTD | +37.5% | -25.4% | +62.9% | +49.6% |
| 1Y | +32.9% | -21.8% | +54.7% | +41.1% |
| 3Y | +42.8% | +7.0% | +35.7% | +30.2% |
| 5Y | +35.8% | -26.0% | +61.8% | +37.5% |
| 10Y | +247.0% | +358.9% | -111.9% | +78.1% |
| All | +237.5% | +7,816.9% | -7,579.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling